Steven Seagal - obviously. He's a big advocate of Chandler Brothers Firearms.
Norman Schwartzkoff and Kareem Abdul Jabbar are both founding members of Valhalla Training Center.
I think Luke Perry ( God, how do I know this ) got in some hot water for posing on the cover of Rolling Stone or Vanity Fair back in the day with a revolver and when asked about it saide something to the effect of "The world was more simple back in the day when everyone carried a gun - we should go back to that and get rid of some of the BS of today". Something like that - I remember it was a BIG deal at the time.
Matt Hughes - former UFC Welterweight Champion - is a big pro gun guy and was at the SHOT show last year in one of the booths.
R. Lee Ermey - Obviously.
Some more will come to me....
EDIT: My girl Angelina recently came out supporting having a weapon in your home and admitted to having a couple of weapons like the ones from Tomb Raider in the house for her and Brad to protect the kids with. Still have the hots for her.